Turn off the lights when you leave the room. Something that simple can save electricity and make the bulbs last longer.
Install compact fluorescent lighting in lamps and fixtures.
Initially, these bulbs cost much more than regular incandescent bulbs, but because they use a fraction of the energy and last many times longer, they easily pay for themselves over time. These lights don't get as hot so you save on A/C. Look for special compact fluorescents for dimmable and 3-way fixtures.
Clean light bulbs around the house.
It may seem silly at first, but dust can reduce lighting effectiveness by 10%. You might want to wait until they cool down before you give this a try.
Don't forget the outside lights. If you have outdoor lights that are on during the night, replace them with compact fluorescent lights. A word of caution: most timers or motion sensors will shorten the life of most blubs, including compact fluorescents.